SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.220 | Volume | 2,000 | |
Time | 16:30:44 | Date | 15/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257352083 |
Valor | 125735208 |
Symbol | MRKAJB |
Strike | 130.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/04/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.18% |
Leverage | 18.51 |
Delta | 0.52 |
Gamma | 0.03 |
Vega | 0.22 |
Distance to Strike | 1.28 |
Distance to Strike in % | 0.99% |
Average Spread | 8.15% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 88,329 CHF |
Average Sell Value | 31,943 CHF |
Spreads Availability Ratio | 99.56% |
Quote Availability | 99.56% |